+462.7%
EWT vs HWM
+1,554.5%
-1,091.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.3% | +3.6% | +5.3% |
| 7D | +3.2% | +5.0% | -1.8% | +2.2% |
| 30D | -12.3% | +1.5% | -13.8% | -12.7% |
| 3M | -3.6% | -20.3% | +16.7% | +1.1% |
| 6M | +3.1% | -18.0% | +21.2% | +7.4% |
| YTD | +57.7% | +9.5% | +48.2% | +53.5% |
| 1Y | +60.3% | +7.5% | +52.8% | +56.5% |
| 3Y | +163.4% | +355.7% | -192.3% | +85.9% |
| 5Y | +127.4% | +610.2% | -482.8% | +45.4% |
| 10Y | +462.7% | +1,516.8% | -1,054.1% | +200.8% |
| All | +462.7% | +1,554.5% | -1,091.8% | +200.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded HWM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling